DZ Bank Call 110 SQU 20.12.2024
/ DE000DJ39NQ7
DZ Bank Call 110 SQU 20.12.2024/ DE000DJ39NQ7 /
2024-08-01 9:34:33 PM |
Chg.-0.090 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.310EUR |
-22.50% |
0.320 Bid Size: 2,000 |
0.370 Ask Size: 2,000 |
VINCI S.A. INH. EO... |
110.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
DJ39NQ |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
VINCI S.A. INH. EO 2,50 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-07-19 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
23.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.32 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.17 |
Parity: |
-0.44 |
Time value: |
0.45 |
Break-even: |
114.50 |
Moneyness: |
0.96 |
Premium: |
0.08 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.05 |
Spread %: |
12.50% |
Delta: |
0.45 |
Theta: |
-0.02 |
Omega: |
10.53 |
Rho: |
0.17 |
Quote data
Open: |
0.370 |
High: |
0.380 |
Low: |
0.290 |
Previous Close: |
0.400 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-20.51% |
1 Month |
|
|
+10.71% |
3 Months |
|
|
-62.20% |
YTD |
|
|
-73.04% |
1 Year |
|
|
-65.56% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.530 |
0.390 |
1M High / 1M Low: |
0.540 |
0.280 |
6M High / 6M Low: |
1.480 |
0.250 |
High (YTD): |
2024-02-07 |
1.480 |
Low (YTD): |
2024-06-28 |
0.250 |
52W High: |
2024-02-07 |
1.480 |
52W Low: |
2024-06-28 |
0.250 |
Avg. price 1W: |
|
0.450 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.409 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.884 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.909 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
232.32% |
Volatility 6M: |
|
174.35% |
Volatility 1Y: |
|
142.23% |
Volatility 3Y: |
|
- |